Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 2020

What this page is about

This page is part of a larger set of rankings for research items, serials, authors and institutions made available on this site. A FAQ is available.

Only authors registered with the RePEc Author Service are considered.
Only works listed on RePEc and claimed as theirs by registered authors are counted.
A series of rankings by different criteria are aggregated. The average rank score is determined by taking a harmonic mean of the ranks in each criterion. For a list of criteria, see the general ranking page.
Authors with multiple affiliations are attributed to each institution according to the weights they have set to each in their profile, or by default according to a formula described here.
Authors affiliated with subentities of institutions listed in EDIRC are also counted in the latter.
Only institutions listed in EDIRC are counted.
Subentities of ranked institutions do not increment the rank count and have their rank listed in parentheses.
The scores of institutions in each field are determined by a weighted sum of all scores of authors affiliated with the respective institutions, where the authors have provided weights if they have multiple affiliations. The weights are determined, for each author, by the proportion of all working papers announced in NEP that have also been announced in this NEP report.
To be classified, an author needs to have five or more working papers announced in the NEP report for this field. For authors whose first paper is less that 10 years old, having 25% of the papers in the NEP report is sufficient.
There are no such restrictions for instiotutions, it is thus possible that more institutions than authors are classified.
Please note that rankings can depend on the number of registered authors in the respective institutions. Register at the RePEc Author Service to be counted.
There are 8210 institutions with 60576 registered authors evaluated for all the rankings.

Similar rankings

Entity	Full ranking		Last 10 years		10 best authors		Last 10 years, 10 best authors		Top 5% authors		More
Authors	Short	Details	Short	Details							More
Institutions	Short	Details	Short	Details	Short	Details	Short	Details	All years	Last 10	More
Regions	Short	Details	Short	Details							More

Same ranking by authors, institutions, countries and regions, and more rankings for , including the individual criteria used here.

The rankings

Top 10% institutions in the field of Econometric Time Series

For Econometric Time Series, these are 817 authors affiliated with 1503 institutions.
All authors classified in this field.

Rank	Institution	Score	Authors	Author shares
1	Department of Economics, Duke University Durham, North Carolina (USA)	3.08	48	1.69
2	Department of Economics, Princeton University Princeton, New Jersey (USA)	4.43	57	1.37
3	Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	4.49	116	11.75
---	Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet Aarhus, Denmark	6.15	49	10.24
4	Singapore Management University Singapore, Singapore	6.55	40	6.93
5	Department of Economics, Boston University Boston, Massachusetts (USA)	8.32	63	1.78
---	School of Economics, Singapore Management University Singapore, Singapore	8.41	35	6.93
6	African Governance and Development Institute (AGDI) Yaoundé, Cameroun	8.43	8	1
7	Department of Economics, University of Southern California Los Angeles, California (USA)	9.84	51	1.12
8	Monash Business School, Monash University Melbourne, Australia	9.89	167	10.46
9	Stern School of Business, New York University (NYU) New York City, New York (USA)	10.49	55	2.1
10	Department of Economics, School of Arts and Sciences, Columbia University New York City, New York (USA)	11.21	55	1.04
11	Department of Economics, University of California-San Diego (UCSD) La Jolla, California (USA)	11.33	51	1.84
12	Department of Economics, Harvard University Cambridge, Massachusetts (USA)	11.48	72	0.88
---	Department of Econometrics and Business Statistics, Monash Business School, Monash University Melbourne, Australia	12.31	38	10.33
13	Økonomisk Institut, Københavns Universitet København, Denmark	13.34	76	4.73
14	Department of Economics, University of Pennsylvania Philadelphia, Pennsylvania (USA)	15.22	43	1.67
15	Cowles Foundation for Research in Economics, Yale University New Haven, Connecticut (USA)	15.33	17	0.49
16	European Central Bank Frankfurt am Main, Germany	18.26	235	8.81
17	Faculty of Economics, University of Cambridge Cambridge, United Kingdom	18.68	65	2.76
18	Economics Department, University of Wisconsin-Madison Madison, Wisconsin (USA)	21.73	37	0.69
19	Department of Economics, Oxford University Oxford, United Kingdom	21.74	175	3.61
20	Department of Economics and Related Studies, University of York York, United Kingdom	21.99	89	3.12
21	Department of Economics, University of Washington Seattle, Washington (USA)	22.26	19	1.6
22	School of Economics, University of Nottingham Nottingham, United Kingdom	24.88	116	2.88
23	Economics Department, Michigan State University East Lansing, Michigan (USA)	26.56	60	1.26
24	Economics Division, University of Southampton Southampton, United Kingdom	27.72	30	1.6
---	Finance Department, Stern School of Business, New York University (NYU) New York City, New York (USA)	28.16	15	0.58
25	Department of Economics, University of Chicago Chicago, Illinois (USA)	29.13	76	0.62
26	Essex Business School, University of Essex Colchester, United Kingdom	34.28	31	2.76
27	Economics Department, Queen's University Kingston, Canada	35.43	50	2.56
---	Department of Economics, Business School, University of Auckland Auckland, New Zealand	36.02	19	0.26
28	Business School, University of Auckland Auckland, New Zealand	36.02	25	0.26
29	Centro de Estudios Monetarios y Financieros (CEMFI) Madrid, Spain	37.25	22	1.02
30	Federal Reserve Board (Board of Governors of the Federal Reserve System) Washington, District of Columbia (USA)	38.02	194	4.3
31	Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	40.17	57	3.23
32	Departamento de Economía, Universidad Carlos III de Madrid Madrid, Spain	40.77	61	2.2
33	Centre de Recherche en Économie et Statistique (CREST) Palaiseau, France	41.52	90	2.14
34	School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	44.21	106	3.95
35	Department of Economics, University of North Carolina-Chapel-Hill Chapel Hill, North Carolina (USA)	44.39	21	1.4
36	Economics Department, University of Strathclyde Glasgow, United Kingdom	44.81	30	1.12
37	National Bureau of Economic Research (NBER) Cambridge, Massachusetts (USA)	44.91	438	0.48
38	Federal Reserve Bank of Dallas Dallas, Texas (USA)	46.88	60	0.84
---	Economic Research, Federal Reserve Bank of Cleveland Cleveland, Ohio (USA)	48.37	42	2.11
39	Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	49.09	68	1.36
40	Department of Economics, Northwestern University Evanston, Illinois (USA)	50.24	40	0.35
---	Research Division, Federal Reserve Bank of St. Louis St. Louis, Missouri (USA)	50.9	58	1.34
41	Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	54.24	117	3.06
42	School of Economics and Finance, Queen Mary University of London London, United Kingdom	54.65	54	2.34
43	School of Economics, Faculty of Arts and Social Sciences, University of Sydney Sydney, Australia	56.11	59	1.53
44	Economics Department, Yale University New Haven, Connecticut (USA)	57.83	54	0.47
45	Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	58.9	164	2.89
46	Department of Economics, Indiana University Bloomington, Indiana (USA)	59.57	28	1.13
---	Volatility Institute, Stern School of Business, New York University (NYU) New York City, New York (USA)	59.87	2	0.13
---	Econometrisch Instituut, Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam Rotterdam, Netherlands	60.32	22	2.59
47	Department of Economics, Cornell University Ithaca, New York (USA)	60.62	43	1.09
48	Department of Economics, McGill University Montréal, Canada	60.74	32	1.38
49	Department of Economics, University of California-Berkeley Berkeley, California (USA)	61.03	56	0.66
50	Department of Economics, Boston College Chestnut Hill, Massachusetts (USA)	61.05	61	1.03
51	Università Commerciale Luigi Bocconi Milano, Italy	62.68	173	1.8
52	Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	63.95	115	1.45
53	Tinbergen Instituut Amsterdam, Netherlands	64.87	121	3.26
---	Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam Amsterdam, Netherlands	65.16	15	3.03
54	Economics Department, Massachusetts Institute of Technology (MIT) Cambridge, Massachusetts (USA)	65.18	54	0.17
55	Department of Economics, University College London (UCL) London, United Kingdom	65.93	69	1.26
56	Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	67.54	28	1.8
---	Center for Operations Research and Econometrics (CORE), Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain Louvain-la-Neuve, Belgium	68.34	56	1.25
57	Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	68.5	90	2.19
58	Department of Economics, New York University (NYU) New York City, New York (USA)	68.68	57	1
59	Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna Bologna, Italy	71.15	110	2.85
---	Bendheim Center for Finance, Department of Economics, Princeton University Princeton, New Jersey (USA)	75.42	6	0.5
---	Economic Studies, Brookings Institution Washington, District of Columbia (USA)	79.2	12	0.11
60	Brookings Institution Washington, District of Columbia (USA)	79.2	37	0.11
---	Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham Nottingham, United Kingdom	82.94	4	1.55
61	Department of Economics, University of Toronto Toronto, Canada	84.48	66	1.22
62	Federal Reserve Bank of Chicago Chicago, Illinois (USA)	85.69	59	0.8
63	Department of Economics, Ohio State University Columbus, Ohio (USA)	87.26	39	2
---	Amsterdam School of Economics, Faculteit Economie en Bedrijfskunde, Universiteit van Amsterdam Amsterdam, Netherlands	88.03	28	1.43
64	Ekonomihögskolan, Lunds Universitet Lund, Sweden	89.89	113	1.67
---	Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet Lund, Sweden	89.89	69	1.67
65	Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin Berlin, Germany	90.72	23	0.92
66	Department of Economics, University of Warwick Coventry, United Kingdom	91.86	85	1.73
67	Department of Economics, Emory University Atlanta, Georgia (USA)	92.9	27	1.92
68	Anderson Graduate School of Management, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	93.35	33	0.52
69	Department of Economics, Mathematics and Statistics, Birkbeck College London, United Kingdom	94.07	28	2.29
70	Departamento de Estadistica, Universidad Carlos III de Madrid Madrid, Spain	96.44	9	5.13
---	Departament d'Economia i Empresa, Universitat Pompeu Fabra, Barcelona Graduate School of Economics (Barcelona GSE) Barcelona, Spain	99.01	96	2.03
71	Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	99.18	45	1.88
---	Department of Finance, College of Management, Asia University Wufeng, Taiwan	103.11	7	0.41
72	College of Management, Asia University Wufeng, Taiwan	103.11	19	0.41
73	Institute of Labor Economics (IZA) Bonn, Germany	105.49	933	0.56
74	Department of Economics, Korea University Seoul, South Korea	107.06	26	1.35
75	DIW Berlin (Deutsches Institut für Wirtschaftsforschung) Berlin, Germany	107.18	151	0.89
76	Department of Economics, Pennsylvania State University State College, Pennsylvania (USA)	108.74	34	0.58
---	Department of Economics, W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	109.41	44	1.5
77	W.P. Carey School of Business, Arizona State University Tempe, Arizona (USA)	109.41	52	1.5
78	Istituto Einaudi per l'Economia e la Finanza (EIEF) Roma, Italy	109.7	26	0.59
79	Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	111.75	31	2.31
---	Department of Economics, Krannert School of Management, Purdue University West Lafayette, Indiana (USA)	111.75	27	2.31
---	Economic Research Department, Federal Reserve Bank of Atlanta Atlanta, Georgia (USA)	112.5	22	1.54
80	Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	112.79	105	3.63
81	Department of Economics, University of Texas-Dallas Dallas, Texas (USA)	113.48	11	0.75
82	Department of Economics, University of California-Riverside Riverside, California (USA)	114.96	26	1.09
83	Department of Economics, Rutgers University-New Brunswick New Brunswick, New Jersey (USA)	115.85	39	0.67
84	School of Business and Economics, Maastricht University Maastricht, Netherlands	115.9	91	4.1
85	Centre for Economic Policy Research (CEPR) London, United Kingdom	116.32	331	0.35
---	Dipartimento di Economia e Finanza, Facoltà di Economia, Università degli Studi di Roma "Tor Vergata" Roma, Italy	117.41	60	3.61
86	Department of Economics, Johns Hopkins University Baltimore, Maryland (USA)	118.49	23	0.58
87	Rady School of Management, University of California-San Diego (UCSD) La Jolla, California (USA)	118.81	12	0.4
88	Department of Agricultural and Resource Economics, University of Maryland College Park, Maryland (USA)	119.74	27	0.5
89	Deutsche Bundesbank Frankfurt, Germany	119.81	160	3.33
90	Business School, University of Technology Sydney Sydney, Australia	119.92	90	1.7
91	Sveriges Riksbank Stockholm, Sweden	119.96	39	2.58
92	Joint Research Centre, European Commission Ispra, Italy	122.06	79	3.44
93	Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	122.2	165	2.56
94	Department of Economics, University of Connecticut Storrs, Connecticut (USA)	122.4	48	1.72
95	Department of Economics, University of California-Los Angeles (UCLA) Los Angeles, California (USA)	122.78	53	0.65
96	Athens University of Economics and Business (AUEB) Athens, Greece	122.99	82	2.96
97	College of Economics, Sogang University Seoul, South Korea	123.54	20	0.9
98	Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	123.58	58	2.01
99	Department of Economics, Vanderbilt University Nashville, Tennessee (USA)	124.13	41	0.47
100	Dipartimento di Economia, Università Ca' Foscari Venezia Venezia, Italy	128.41	77	1.4
---	Department of Finance, Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	130.67	16	0.2
101	Kellogg Graduate School of Management, Northwestern University Evanston, Illinois (USA)	130.67	49	0.2
102	Economics Department, University of Essex Colchester, United Kingdom	132.1	45	1.28
103	École d'Économie d'Aix-Marseille, Aix-Marseille Université Aix-en-Provence/Marseille, France	132.14	108	2.67
104	Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia Modena, Italy	132.69	49	0.54
105	International Monetary Fund (IMF) Washington, District of Columbia (USA)	136.85	450	3.81
---	Vakgroep Kwantitatieve Economie, School of Business and Economics, Maastricht University Maastricht, Netherlands	136.98	10	3.78
---	European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management, Université Libre de Bruxelles Bruxelles, Belgium	137.2	67	2.52
106	Warwick Business School, University of Warwick Coventry, United Kingdom	137.53	26	2.16
---	Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln Köln, Germany	138.03	2	0.62
---	Economics Discipline Group, Business School, University of Technology Sydney Sydney, Australia	139.16	42	1.37
107	Politiikan ja Talouden Tutkimuksen Laitos, Valtiotieteellinen tiedekunta, Helsingin Yliopisto Helsinki, Finland	139.99	30	1.89
108	Department of Economics, Washington University in St. Louis St. Louis, Missouri (USA)	141.9	29	0.6
109	Department of Economics and Finance, Brunel University Uxbridge, United Kingdom	142.47	18	1.65
110	Economics Department, Georgetown University Washington, District of Columbia (USA)	145.05	48	0.59
111	Department of Economics, University of Houston Houston, Texas (USA)	146.17	25	1.01
112	Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	146.25	67	2.16
---	Department of Economics, Adam Smith Business School, University of Glasgow Glasgow, United Kingdom	146.25	52	2.16
113	Business School, Deakin University Melbourne, Australia	146.49	78	1.85
114	Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	147.54	157	1.67
---	Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät, Universität Zürich Zürich, Switzerland	147.54	91	1.67
115	Department of Economics, University of Notre Dame South Bend, Indiana (USA)	148.79	46	0.58
116	Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	148.84	41	0.71
---	Department of Statistics and Operations Research, Fakultät für Wirtschaftswissenschaften, Universität Wien Wien, Austria	148.98	7	1.63
117	Bank of England London, United Kingdom	151.13	204	3.88
118	Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	151.3	80	2.21
119	Faculty of Business and Economics, University of Melbourne Melbourne, Australia	151.66	99	3.2
120	Federal Reserve Bank of New York New York City, New York (USA)	151.84	84	1.51
121	School of Business and Economics, Universidade Nova de Lisboa Lisboa, Portugal	152.78	52	0.77
---	Abteilung Volkswirtschaftslehre, Fachbereich Wirtschaftswissenschaft, Freie Universität Berlin Berlin, Germany	153.25	19	0.46
122	Department of Economics, University of Birmingham Birmingham, United Kingdom	154.72	42	1.69
122	Toulouse School of Economics (TSE) Toulouse, France	154.72	160	1.13
124	Management School, Lancaster University Lancaster, United Kingdom	154.89	68	3.52
125	Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	159.65	67	1.43
---	Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi Milano, Italy	160.18	31	0.28
---	Dipartimento di Statistica, Informatica, Applicazioni "G. Parenti", Scuola di Economia e Management, Università degli Studi di Firenze Firenze, Italy	160.63	16	2
126	Department of Economics, University of Maryland College Park, Maryland (USA)	160.86	46	1.64
127	Banca d'Italia Roma, Italy	162.76	260	3.91
128	Business School, University of Exeter Exeter, United Kingdom	166.55	44	0.75
129	Management School, University of Liverpool Liverpool, United Kingdom	170.11	35	2.17
130	Graduate School of Business, Columbia University New York City, New York (USA)	172.53	48	0.16
131	Crawford School of Public Policy, Australian National University Canberra, Australia	172.96	166	0.71
132	Department of Economics, Maxwell School, Syracuse University Syracuse, New York (USA)	175.05	21	0.54
---	Abteilung Empirische Wirtschaftsforschung und International Wirtschaftspolitik, Fachbereich Wirtschaftswissenschaft, Goethe Universität Frankfurt am Main Frankfurt am Main, Germany	175.35	10	1
133	Smeal College of Business Administration, Pennsylvania State University State College, Pennsylvania (USA)	176.48	10	0.83
134	Département de Sciences Économiques, Université de Montréal Montréal, Canada	177.23	27	0.87
135	Department of Economics, Virginia Polytechnic Institute and State University (Virginia Tech) Blacksburg, Virginia (USA)	177.42	13	1.43
---	Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi Milano, Italy	178.37	51	0.29
136	Bank of Canada Ottawa, Canada	178.45	162	4.9
137	Institute for Fiscal Studies (IFS) London, United Kingdom	178.66	68	0.17
138	Banco de España Madrid, Spain	183.12	118	2.62
---	Department of Economics, Faculty of Business and Economics, University of Melbourne Melbourne, Australia	183.47	47	2.77
---	ICMA Centre for Financial Markets, Henley Business School, University of Reading Reading, United Kingdom	184.7	14	0.29
139	Henley Business School, University of Reading Reading, United Kingdom	184.7	33	0.29
140	Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	185.14	48	1.51
---	Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph Guelph, Canada	185.14	42	1.51
141	Graduate School of Economics/Faculty of Economics, Hitotsubashi University Tokyo, Japan	186.7	29	1.86
142	Department of Economics, University of Illinois at Urbana-Champaign Urbana-Champaign, Illinois (USA)	187.1	41	1.01
---	Department of Economics, London Business School (LBS) London, United Kingdom	188.89	17	0.49
143	London Business School (LBS) London, United Kingdom	188.89	35	0.49
---	Finance Division, Sauder School of Business, University of British Columbia Vancouver, Canada	189.79	6	1
144	Sauder School of Business, University of British Columbia Vancouver, Canada	189.79	25	1
145	Rimini Centre for Economic Analysis (RCEA) Waterloo, Canada	191.17	42	0.78
146	William E. Simon Graduate School of Business Administration, University of Rochester Rochester, New York (USA)	192.51	10	0.2
---	Economics Group, Nuffield College, Department of Economics, Oxford University Oxford, United Kingdom	193.28	26	0.46
147	ESSEC Business School Cergy-Pontoise, France	194.63	34	2.14
---	Finance and Economics Department, Graduate School of Business, Columbia University New York City, New York (USA)	196.64	27	0.13
148	BI Handelshøyskolen Oslo, Norway	198.34	52	0.88
149	Department of Economics, Texas A&M University College Station, Texas (USA)	199.58	32	1.53
150	London School of Economics (LSE) London, United Kingdom	199.71	303	1.15

The rankings

Top 10% authors in the field of Econometric Time Series

For Econometric Time Series, these are 817 authors affiliated with 1503 institutions.
All authors classified in this field.

Rank	Author	Score
1	Peter C. B. Phillips Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA) School of Economics, Singapore Management University, Singapore, Singapore	1.78
2	Robert F. Engle III Finance Department, Stern School of Business, New York University (NYU), New York City, New York (USA) Volatility Institute, Stern School of Business, New York University (NYU), New York City, New York (USA)	2.43
3	Clive W. J. Granger †	4.32
4	Pierre Perron Department of Economics, Boston University, Boston, Massachusetts (USA)	5.34
5	Tim Bollerslev Department of Economics, Duke University, Durham, North Carolina (USA)	5.89
6	M Hashem Pesaran Department of Economics, University of Southern California, Los Angeles, California (USA)	7.59
7	Soren Johansen Økonomisk Institut, Københavns Universitet, København, Denmark	11.07
8	Mark W. Watson Department of Economics, Princeton University, Princeton, New Jersey (USA)	11.4
9	Donald W. K. Andrews Economics Department, Yale University, New Haven, Connecticut (USA) Cowles Foundation for Research in Economics, Yale University, New Haven, Connecticut (USA)	14.02
10	Francis X. Diebold Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	15.56
11	Jushan Bai Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	15.97
12	Robert Taylor Essex Business School, University of Essex, Colchester, United Kingdom	16.04
13	Charles R. Nelson Department of Economics, University of Washington, Seattle, Washington (USA)	17.6
14	Timo Terasvirta Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin, Berlin, Germany	18
15	Lars Peter Hansen Department of Economics, University of Chicago, Chicago, Illinois (USA)	18.41
16	Yongcheol Shin Department of Economics and Related Studies, University of York, York, United Kingdom	19.07
17	Andrew C. Harvey Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	20.44
18	James H. Stock Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	20.83
19	David F. Hendry Department of Economics, Oxford University, Oxford, United Kingdom	22.28
20	Helmut Lutkepohl DIW Berlin (Deutsches Institut für Wirtschaftsforschung), Berlin, Germany	23.21
21	Serena Ng Department of Economics, School of Arts and Sciences, Columbia University, New York City, New York (USA)	23.29
22	Kenneth D. West Economics Department, University of Wisconsin-Madison, Madison, Wisconsin (USA)	23.41
23	Gary Koop Economics Department, University of Strathclyde, Glasgow, United Kingdom	23.59
24	Neil Shephard Department of Economics, Harvard University, Cambridge, Massachusetts (USA)	24.78
25	George Tauchen Department of Economics, Duke University, Durham, North Carolina (USA)	24.86
26	James Hamilton Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	24.9
27	Joon Y. Park Department of Economics, Indiana University, Bloomington, Indiana (USA)	25.04
28	Pentti Saikkonen	27.03
29	Stephen Leybourne School of Economics, University of Nottingham, Nottingham, United Kingdom	27.62
30	Graham Elliott Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	29.06
31	Torben G. Andersen National Bureau of Economic Research (NBER), Cambridge, Massachusetts (USA)	29.55
32	Thomas J. Sargent Department of Economics, New York University (NYU), New York City, New York (USA)	30.31
33	Allan Timmermann Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	32.33
34	Halbert White †	32.63
35	Todd Clark Economic Research, Federal Reserve Bank of Cleveland, Cleveland, Ohio (USA)	33.27
36	Manuel Arellano Centro de Estudios Monetarios y Financieros (CEMFI), Madrid, Spain	33.7
37	Adrian Rodney Pagan School of Economics, Faculty of Arts and Social Sciences, University of Sydney, Sydney, Australia	36.42
38	Morten Orregaard Nielsen Economics Department, Queen's University, Kingston, Canada	37.4
39	Peter Reinhard Hansen Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	41.77
40	Joakim Westerlund Nationalekonomiska Institutionen, Ekonomihögskolan, Lunds Universitet, Lund, Sweden	42.57
41	Christian S. Gourieroux Department of Economics, University of Toronto, Toronto, Canada	45.81
42	Lutz Kilian Federal Reserve Bank of Dallas, Dallas, Texas (USA)	46.02
43	Andrew Patton Department of Economics, Duke University, Durham, North Carolina (USA)	47.45
44	Yacine Ait-Sahalia Bendheim Center for Finance, Department of Economics, Princeton University, Princeton, New Jersey (USA)	48.54
45	Massimiliano Marcellino Dipartimento di Economia "Ettore Bocconi", Università Commerciale Luigi Bocconi, Milano, Italy Innocenzo Gasparini Institute for Economic Research (IGIER), Università Commerciale Luigi Bocconi, Milano, Italy	48.84
46	Chang-Jin Kim Department of Economics, Korea University, Seoul, South Korea Department of Economics, University of Washington, Seattle, Washington (USA)	48.96
47	Luc Bauwens Center for Operations Research and Econometrics (CORE), Louvain Institute of data Analysis and Modelling in Economics and Statistics (LIDAM), Université Catholique de Louvain, Louvain-la-Neuve, Belgium	49.01
48	David I. Harvey Granger Centre for Time Series Econometrics, School of Economics, University of Nottingham, Nottingham, United Kingdom	49.28
49	Michael McAleer Department of Finance, College of Management, Asia University, Wufeng, Taiwan	50.9
50	Siem Jan Koopman Afdeling Econometrie and Operations Research, School of Business and Economics, Vrije Universiteit Amsterdam, Amsterdam, Netherlands	52.46
51	Lawrence J. Christiano Department of Economics, Northwestern University, Evanston, Illinois (USA)	52.76
52	Ole E. Barndorff-Nielsen Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	53.93
53	Michael McCracken Research Division, Federal Reserve Bank of St. Louis, St. Louis, Missouri (USA)	54.79
54	Jun Yu School of Economics, Singapore Management University, Singapore, Singapore	56.99
55	Luis Alberiko Gil-Alana Facultad de Ciencias Económicas y Empresariales, Universidad de Navarra, Pamplona, Spain Navarra Center for International Development, Universidad de Navarra, Pamplona, Spain	57.8
56	James MacKinnon Economics Department, Queen's University, Kingston, Canada	62.12
57	Jean-Michel Zakoian Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	63.73
58	Asger Lunde Center for Research in Econometric Analysis of Time Series (CREATES), Institut for Økonomi, Aarhus Universitet, Aarhus, Denmark	65.26
59	Donggyu Sul Department of Economics, University of Texas-Dallas, Dallas, Texas (USA)	65.6
60	Lucrezia Reichlin Department of Economics, London Business School (LBS), London, United Kingdom Centre for Economic Policy Research (CEPR), London, United Kingdom	65.84
61	Marco Lippi Istituto Einaudi per l'Economia e la Finanza (EIEF), Roma, Italy	65.92
62	Cheng Hsiao Department of Economics, University of Southern California, Los Angeles, California (USA)	67.07
63	Frank Schorfheide Department of Economics, University of Pennsylvania, Philadelphia, Pennsylvania (USA)	67.81
64	Jorg Breitung Seminar für Wirtschafts- und Sozialgeschichte, Wirtschafts- und Sozialwissenschaftliche Fakultät, Universität zu Köln, Köln, Germany	68.93
65	Timothy Vogelsang Economics Department, Michigan State University, East Lansing, Michigan (USA)	69.08
66	Marcus J. Chambers Economics Department, University of Essex, Colchester, United Kingdom	69.43
67	Atsushi Inoue Department of Economics, Vanderbilt University, Nashville, Tennessee (USA)	70.47
68	Jean-Marie Dufour Department of Economics, McGill University, Montréal, Canada	70.56
69	Norman Rasmus Swanson Department of Economics, Rutgers University-New Brunswick, New Brunswick, New Jersey (USA)	71.23
70	Christopher F Baum Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	74.61
71	Zhijie Xiao Department of Economics, Boston College, Chestnut Hill, Massachusetts (USA)	76.21
72	Giuseppe Cavaliere Dipartimento di Scienze Economiche, Alma Mater Studiorum - Università di Bologna, Bologna, Italy	76.54
73	In Choi College of Economics, Sogang University, Seoul, South Korea	76.6
74	Yixiao Sun Department of Economics, University of California-San Diego (UCSD), La Jolla, California (USA)	80.39
75	Christian Francq Centre de Recherche en Économie et Statistique (CREST), Palaiseau, France	81.03
76	Oliver Bruce Linton Faculty of Economics, University of Cambridge, Cambridge, United Kingdom	81.82
77	Domenico Giannone Centre for Economic Policy Research (CEPR), London, United Kingdom	83.41
78	Mario Forni Dipartimento di Economia "Marco Biagi", Università degli Studi di Modena e Reggio Emilia, Modena, Italy	84.21
79	Chihwa Kao Department of Economics, University of Connecticut, Storrs, Connecticut (USA)	86.52
80	Hyungsik Roger Moon Department of Economics, University of Southern California, Los Angeles, California (USA)	86.75
81	Eric Ghysels Department of Economics, University of North Carolina-Chapel-Hill, Chapel Hill, North Carolina (USA)	87.96

The data presented here is experimental. It is based on a limited sample of the research output in Economics and Finance. Only material catalogued in RePEc is considered. For any citation based criterion, only works that could be parsed by the CitEc project are considered. For any ranking of people, only those registered with the RePEc Author Service can be taken into account. And for rankings of institutions, only those listed in EDIRC and claimed as affiliation by the respective, registered authors can be measured. Thus, this list is by no means based on a complete sample. You can help making this more comprehensive by encouraging more publications to be listed (instructions) and more authors to register (form). For more details on the various rankings that are available as well for documentation, follow this link.

Credits:

Citations from CitEc project by José Manuel Barrueco Cruz, University of Valencia, Spain. Hardware provided by Instituto Valenciano de Investigaciones Económicas (IVIE), Valencia, Spain.
Abstract views and downloads statistics from LogEc project by Sune Karlsson, Örebro University, Sweden.
Author registration by Ivan Kumanov, Minsk, Belarus.
Institutions database and ranking computations by Christian Zimmermann, Federal Reserve Bank of St. Louis.
RePEc has been initiated by Thomas Krichel.

We do our best, but we cannot exclude errors.

Browse Econ Literature

More features

Top 10% Institutions and Economists in the Field of Econometric Time Series, as of October 2020

What this page is about

Similar rankings

The rankings

Top 10% institutions in the field of Econometric Time Series

The rankings

Top 10% authors in the field of Econometric Time Series

More services and features

MyIDEAS

Author registration

Rankings

RePEc Genealogy

RePEc Biblio

MPRA

New papers by email

EconAcademics

Plagiarism

About RePEc

RePEc home

Blog

Help/FAQ

RePEc team

Participating archives

Privacy statement

Help us

Corrections

Volunteers

Get papers listed

Open a RePEc archive

Get RePEc data